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Theodore L. Turocy,
Behavioural game theorist
Director, Centre for Behavioural and Experimental Social Science, University of East Anglia Senior Lecturer, School of Economics, University of East Anglia Director, The Gambit Project |
Towards a black-box solver for finite games: Finding all Nash equilibria with Gambit and PHCpack
- Citation:
- Turocy, T.L. (2008) Towards a black-box solver for finite games: Finding all Nash equilibria with Gambit and PHCpack. In Software for Algebraic Geometry, Stillman, M.E., Takayama, N., Verschelde, J., eds. New York: Springer.
- Abstract:
- This paper describes a new implementation of an algorithm to find all isolated Nash equilibria in a finite strategic game. The implementation uses the game theory software package Gambit to generate systems of polynomial equations which are necessary conditions for a Nash equilibrium, and polyhedral homotopy continuation via the package PHCpack to compute solutions to the systems. Numerical experiments to characterize the performance of the implementation are reported. In addition, the current and future roles of support enumeration methods in the context of methods for computing Nash equilibria are discussed.
- Availability:
- Working paper version